DUK vs. ORCL
DUK (Duke Energy Corporation) and ORCL (Oracle Corporation) are both stocks. DUK operates in Utilities - Regulated Electric (Utilities), while ORCL operates in Software - Infrastructure (Technology). Over the past 10 years, DUK returned 8.48%/yr vs 20.30%/yr for ORCL. At a 0.16 correlation, their price movements are largely independent.
Performance
DUK vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, DUK achieves a 5.92% return, which is significantly lower than ORCL's 9.34% return. Over the past 10 years, DUK has underperformed ORCL with an annualized return of 8.48%, while ORCL has yielded a comparatively higher 20.30% annualized return.
DUK
- 1D
- -1.75%
- 1M
- -0.86%
- YTD
- 5.92%
- 6M
- 7.75%
- 1Y
- 9.62%
- 3Y*
- 14.39%
- 5Y*
- 7.87%
- 10Y*
- 8.48%
ORCL
- 1D
- -0.87%
- 1M
- 8.10%
- YTD
- 9.34%
- 6M
- -3.36%
- 1Y
- 22.94%
- 3Y*
- 25.94%
- 5Y*
- 21.81%
- 10Y*
- 20.30%
DUK vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 5.92% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between DUK and ORCL is -0.32, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.16 |
The correlation between DUK and ORCL shifts across timeframes, from -0.32 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DUK:
$95.08B
ORCL:
$617.24B
DUK:
$6.61
ORCL:
$5.56
DUK:
18.47
ORCL:
38.09
DUK:
1.45
ORCL:
8.54
DUK:
2.85
ORCL:
9.64
DUK:
1.78
ORCL:
15.81
DUK:
$33.29B
ORCL:
$64.08B
DUK:
$19.45B
ORCL:
$58.10B
DUK:
$15.91B
ORCL:
$17.85B
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Return for Risk
DUK vs. ORCL — Risk / Return Rank
DUK
ORCL
DUK vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Duke Energy Corporation (DUK) and Oracle Corporation (ORCL). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| DUK | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.31 | ||
| Sortino ratioReturn per unit of downside risk | -0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.89 | 0.40 | +0.49 |
| Martin ratioReturn relative to average drawdown | 2.14 | 0.66 | +1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| DUK | ORCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.66 | 0.35 | +0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.44 | 0.52 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.58 | -0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.49 | 0.00 |
Drawdowns
DUK vs. ORCL - Drawdown Comparison
The maximum DUK drawdown since its inception was -71.92%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for DUK and ORCL.
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Drawdown Indicators
| DUK | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -71.92% | -84.19% | +12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -10.88% | -58.25% | +47.37% |
Max Drawdown (3Y)Largest decline over 3 years | -11.59% | -58.25% | +46.66% |
Max Drawdown (5Y)Largest decline over 5 years | -24.16% | -58.25% | +34.09% |
Max Drawdown (10Y)Largest decline over 10 years | -37.37% | -58.25% | +20.88% |
Current DrawdownCurrent decline from peak | -7.76% | -34.98% | +27.22% |
Average DrawdownAverage peak-to-trough decline | -10.85% | -29.10% | +18.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.51% | 35.04% | -30.53% |
Volatility
DUK vs. ORCL - Volatility Comparison
The current volatility for Duke Energy Corporation (DUK) is 5.37%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that DUK experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| DUK | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.37% | 21.62% | -16.25% |
Volatility (6M)Calculated over the trailing 6-month period | 11.14% | 42.42% | -31.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.64% | 65.38% | -50.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.83% | 41.98% | -24.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.40% | 35.01% | -14.61% |
Dividends
DUK vs. ORCL - Dividend Comparison
DUK's dividend yield for the trailing twelve months is around 3.49%, more than ORCL's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.49% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
ORCL Oracle Corporation | 0.94% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
DUK vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between Duke Energy Corporation and Oracle Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
DUK and ORCL have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (21.62%) compared to DUK (5.37%). In terms of maximum drawdown, DUK dropped -71.92% vs ORCL's -84.19%.
DUK currently has the higher Sharpe Ratio (0.66 vs 0.35), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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